+72.9%
PBR vs RVTY
+74.0%
-1.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.5% | -7.0% |
| 7D | -11.0% | -3.6% | -7.4% | -11.1% |
| 30D | -18.8% | +1.4% | -20.1% | -18.7% |
| 3M | +7.8% | +43.2% | -35.4% | +10.3% |
| 6M | -7.6% | +84.5% | -92.1% | -3.1% |
| YTD | +72.7% | +65.2% | +7.5% | +80.1% |
| 1Y | +72.9% | +74.3% | -1.4% | +80.4% |
| All | +72.9% | +74.0% | -1.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling